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Valid post-selection and post-regularization inference : an elementary, general approach
Chernozhukov, Victor; Hansen, Christian Bailey; … - 2016
based on testing or point estimation methods will be regular despite selection or regularization biases occurring in … estimation of the high-dimensional nuisance parameter. The results may be applied to establish uniform validity of post … "immunized" estimating equations that are locally insensitive to small mistakes in estimation of the high-dimensional nuisance …
Persistent link: https://www.econbiz.de/10011524714
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Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Mogstad, Magne; Romano, Joseph P.; Wilhelm, Daniel; … - 2020
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012180493
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A simple parametric model selection test
Schennach, Susanne M.; Wilhelm, Daniel - 2016
We propose a simple model selection test for choosing among two parametric likelihoods which can be applied in the most general setting without any assumptions on the relation between the candidate models and the true distribution. That is, both, one or neither is allowed to be correctly...
Persistent link: https://www.econbiz.de/10011517190
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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - 2018
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new test for continuity of a density at a point based on...
Persistent link: https://www.econbiz.de/10011809514
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2018
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10011895092
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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010254852
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Testing the correlated random coefficient model
Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - 2010
The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baselinepretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...
Persistent link: https://www.econbiz.de/10003989944
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Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2022
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012813620
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10012489858
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yuchin; Kitagawa, Toru; Mourifié, Ismael - 2019
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10011988234